Similar Search Results

An economic evaluation of empirical exchange rate models

Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - 2007

Persistent link: https://www.econbiz.de/10003618043

Risk and return on technology stocks and the aggregate stock market

Khatchatrian, Varoujan - 2004

Persistent link: https://www.econbiz.de/10003384712

Essays on finite sample inference and financial econometrics

Bao, Yong - 2004

Persistent link: https://www.econbiz.de/10003386763

Common missteps in portfolio optimization

Silver, Stephen Jay; Wilford, D. S. - In: Journal / The Capco Institute : journal of financial … 20 (2007), pp. 26-32

Persistent link: https://www.econbiz.de/10003546621

Robust optimization for utilizing forecasted returns in institutional investment

Koutsoyannis, Christos; Satchell, Stephen - In: Forecasting expected returns in the financial markets, (pp. 177-189). 2007

Persistent link: https://www.econbiz.de/10003557954

The information content of high-frequency data for estimating equity return models and forecasting risk

Dobrev, Dobrislav; Szerszen, Pawel J. - 2010

Persistent link: https://www.econbiz.de/10008655786

A maximal predictability portfolio using absolute deviation reformulation

Konno, Hiroshi; Morita, Yuuhei; Yamamoto, Rei - In: Computational Management Science : CMS 7 (2010) 1, pp. 47-60

Persistent link: https://www.econbiz.de/10003922196

Applications of state space models in finance : an empirical analysis of the time-varying relationship between macroeconomics, fundamentals and Pan-European industry portfolios

Mergner, Sascha - 2009

State space models play a key role in the estimation of time-varying sensitivities in financial markets. The objective of this book is to analyze the relative merits of modern time series techniques, such as Markov regime switching and the Kalman filter, to model structural changes in the...

Persistent link: https://www.econbiz.de/10003922552

Essays in macroeconomics and behavioral economics

Nocetti, Diego - 2006

Persistent link: https://www.econbiz.de/10003965683

Liquidity commonality and risk management

Weiß, Gregor; Supper, Hendrik - 2012

Persistent link: https://www.econbiz.de/10009507223